Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis [t] = + 0.0588235294117647 -0.0588235294117647T20[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.0588235294117647 | 0.028963 | 2.031 | 0.046285 | 0.023143 |
T20 | -0.0588235294117647 | 0.057925 | -1.0155 | 0.313574 | 0.156787 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.124034734589208 |
R-squared | 0.0153846153846154 |
Adjusted R-squared | 0.000466200466200495 |
F-TEST (value) | 1.03125 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 66 |
p-value | 0.313573600345893 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.206835075998008 |
Sum Squared Residuals | 2.82352941176471 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0588235294117648 | -0.0588235294117648 |
2 | 0 | -4.85705632614561e-17 | 4.85705632614561e-17 |
3 | 0 | 0.0588235294117647 | -0.0588235294117647 |
4 | 0 | 0.0588235294117647 | -0.0588235294117647 |
5 | 0 | 0.0588235294117647 | -0.0588235294117647 |
6 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
7 | 0 | 0.0588235294117647 | -0.0588235294117647 |
8 | 0 | 0.0588235294117647 | -0.0588235294117647 |
9 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
10 | 0 | 0.0588235294117647 | -0.0588235294117647 |
11 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
12 | 0 | 0.0588235294117647 | -0.0588235294117647 |
13 | 0 | 0.0588235294117647 | -0.0588235294117647 |
14 | 0 | 0.0588235294117647 | -0.0588235294117647 |
15 | 0 | 0.0588235294117647 | -0.0588235294117647 |
16 | 0 | 0.0588235294117647 | -0.0588235294117647 |
17 | 0 | 0.0588235294117647 | -0.0588235294117647 |
18 | 0 | 0.0588235294117647 | -0.0588235294117647 |
19 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
20 | 0 | 0.0588235294117647 | -0.0588235294117647 |
21 | 0 | 0.0588235294117647 | -0.0588235294117647 |
22 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
23 | 0 | 0.0588235294117647 | -0.0588235294117647 |
24 | 0 | 0.0588235294117647 | -0.0588235294117647 |
25 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
26 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
27 | 0 | 0.0588235294117647 | -0.0588235294117647 |
28 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
29 | 0 | 0.0588235294117647 | -0.0588235294117647 |
30 | 0 | 0.0588235294117647 | -0.0588235294117647 |
31 | 0 | 0.0588235294117647 | -0.0588235294117647 |
32 | 0 | 0.0588235294117647 | -0.0588235294117647 |
33 | 0 | 0.0588235294117647 | -0.0588235294117647 |
34 | 0 | 0.0588235294117647 | -0.0588235294117647 |
35 | 0 | 0.0588235294117647 | -0.0588235294117647 |
36 | 0 | 0.0588235294117647 | -0.0588235294117647 |
37 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
38 | 0 | 0.0588235294117647 | -0.0588235294117647 |
39 | 0 | 0.0588235294117647 | -0.0588235294117647 |
40 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
41 | 0 | 0.0588235294117647 | -0.0588235294117647 |
42 | 0 | 0.0588235294117647 | -0.0588235294117647 |
43 | 0 | 0.0588235294117647 | -0.0588235294117647 |
44 | 0 | 0.0588235294117647 | -0.0588235294117647 |
45 | 0 | 0.0588235294117647 | -0.0588235294117647 |
46 | 0 | 0.0588235294117647 | -0.0588235294117647 |
47 | 0 | 0.0588235294117647 | -0.0588235294117647 |
48 | 0 | 0.0588235294117647 | -0.0588235294117647 |
49 | 0 | 0.0588235294117647 | -0.0588235294117647 |
50 | 0 | 0.0588235294117647 | -0.0588235294117647 |
51 | 0 | 0.0588235294117647 | -0.0588235294117647 |
52 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
53 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
54 | 0 | 0.0588235294117647 | -0.0588235294117647 |
55 | 1 | 0.0588235294117647 | 0.941176470588235 |
56 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
57 | 0 | 0.0588235294117647 | -0.0588235294117647 |
58 | 0 | 0.0588235294117647 | -0.0588235294117647 |
59 | 0 | 0.0588235294117647 | -0.0588235294117647 |
60 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
61 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
62 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
63 | 0 | 0.0588235294117647 | -0.0588235294117647 |
64 | 0 | 0.0588235294117647 | -0.0588235294117647 |
65 | 0 | 0.0588235294117647 | -0.0588235294117647 |
66 | 1 | 0.0588235294117647 | 0.941176470588235 |
67 | 1 | 0.0588235294117647 | 0.941176470588235 |
68 | 0 | 0.0588235294117647 | -0.0588235294117647 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 1.00630636057771e-07 | 2.01261272115542e-07 | 0.999999899369364 |
56 | 3.28456512468558e-08 | 6.56913024937115e-08 | 0.999999967154349 |
57 | 1.78225494760107e-08 | 3.56450989520213e-08 | 0.999999982177451 |
58 | 1.12102785992212e-08 | 2.24205571984424e-08 | 0.999999988789721 |
59 | 9.17981852592534e-09 | 1.83596370518507e-08 | 0.999999990820181 |
60 | 2.38263562108779e-09 | 4.76527124217558e-09 | 0.999999997617364 |
61 | 5.55525720911704e-10 | 1.11105144182341e-09 | 0.999999999444474 |
62 | 1.13556950255464e-10 | 2.27113900510929e-10 | 0.999999999886443 |
63 | 1.18155890328562e-10 | 2.36311780657124e-10 | 0.999999999881844 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 59 | 1 | NOK |
5% type I error level | 59 | 1 | NOK |
10% type I error level | 59 | 1 | NOK |